+125.2%
MAGS vs HIG
+101.8%
+23.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +7.7% | +6.3% | +1.4% | +6.5% |
| 6M | +11.7% | +0.6% | +11.1% | +11.4% |
| YTD | +4.9% | +0.6% | +4.3% | +4.5% |
| 1Y | +14.3% | +6.1% | +8.2% | +12.5% |
| All | +125.2% | +101.8% | +23.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling